Do I incur sin and expiation after embarking on Hajj without a permit and doffing the ihram due to security circumstances?

You should not have performed Hajj without a permit, but since you did, your ihram (ritual consecration) has become valid.

If, at the time of assuming ihram, you stipulated "my place of exit is where I am detained," then you are not liable for abandoning ihram, and this does not invalidate the Hajj of Islam if you have not yet performed it.

If you did not stipulate this, then your ruling is that of one who is muhsar (prevented from completing the pilgrimage). You may exit ihram by offering a sacrifice (dam). If you cannot find one, then fast for ten days. You are not released from ihram until you slaughter the sacrificial animal, as Allah Almighty says: "But if you are prevented [from completing it], then [offer] what can be obtained with ease of sacrificial animals. And do not shave your heads until the sacrificial animal reaches its place of sacrifice."

You are not liable for any forbidden acts you committed out of ignorance, as Allah Almighty says: "And there is no blame upon you for that in which you err, but [there is blame for] what your hearts intended."

However, once you became aware of the ruling, it became incumbent upon you to refrain from what a muhrim (one in ihram) must refrain from. Then, you must slaughter the sacrificial animal, and then you are released from your ihram, just as one who is muhsar does.